icosphere passes through all planes even with collision on in physics tab
I think you need to simplify the physics models.  Here is what I have for the blue ball and then the stairs:





I didn't change any of the soft body parameters, using the defaults instead. I did set the stairs to Passive and made sure the blue ball was active.

Since I didn't tune the rigid body parameters, the balls tend to pass part way through the stairs, but they do bounce and roll down the stairs.